Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors (Q3727192): Difference between revisions

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Latest revision as of 14:53, 17 June 2024

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Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors
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    Conditionally gaussian distributions and an application to kalman filtering with stochastic regressors (English)
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    1985
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    econometrics
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    engineering
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    normal correlation
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    conditionally Gaussian distributions
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    Kalman filter
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    Gaussian discrete-time, dynamic linear models
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    stochastic regressors
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    lagged observations
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    deterministic regressors
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